Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 13.510569 15.463015 17.567523 20.000732 22.732492 25.700697 29.165864
2025-03-16 10.394363 12.983992 15.994059 19.735934 24.246202 29.489790 36.028875
2025-03-23 8.972098 11.852797 15.365504 19.935204 25.690637 32.663901 41.713261
2025-03-30 8.065554 11.196589 15.178928 20.568866 27.619738 36.469684 48.349143
2025-04-06 7.070129 10.263118 14.480644 20.393449 28.391248 38.744682 53.056184
2025-04-13 5.968313 9.047467 13.265711 19.382365 27.923003 39.306219 55.480230
2025-04-20 5.514933 8.677531 13.147413 19.817342 29.383552 42.449105 61.444292
2025-04-27 5.109304 8.326950 13.009932 20.187319 30.740640 45.483121 67.372587
2025-05-04 4.628445 7.809787 12.575379 20.072943 31.366851 47.491645 71.923878
2025-05-11 4.167805 7.275135 12.062259 19.786640 31.695942 49.057737 75.877176
2025-05-18 3.837471 6.914543 11.780615 19.818681 32.480188 51.295253 80.877023
2025-05-25 3.588010 6.661653 11.643257 20.054658 33.571303 54.016503 86.689128
2025-06-01 3.314167 6.348525 11.393689 20.107806 34.401383 56.418141 92.192036
2025-06-08 3.019243 5.970451 11.006070 19.904920 34.805381 58.177344 96.786915
2025-06-15 2.823205 5.748630 10.860191 20.083739 35.819591 60.910400 102.982192
2025-06-22 2.720553 5.688637 10.987211 20.729418 37.631069 64.978433 111.446357
2025-06-29 2.500158 5.383925 10.655448 20.550110 38.034237 66.779791 116.333285
2025-07-06 2.183341 4.859731 9.883666 19.532910 36.933774 66.051547 117.049675
2025-07-13 2.091276 4.775403 9.917904 19.970610 38.382910 69.609478 124.963384
2025-07-20 1.997421 4.678189 9.919015 20.343261 39.729085 73.040716 132.787491
2025-07-27 1.852907 4.460440 9.670339 20.228054 40.184714 74.960268 138.115820
2025-08-03 1.701695 4.213149 9.343830 19.939776 40.301737 76.287526 142.466063
2025-08-10 1.596826 4.057637 9.188931 19.972035 41.008617 78.667837 148.718439